September 2009 Currency Order-to-Pay Charges

To

Clearing Member Firms; Chief Financial Officers; Delivery Personnel

From

CME Clearing

#

09-431

Notice Date

05 October 2009

Effective Date

05 October 2009

Listed below is the breakdown of order-to-pay charges per contract for the September 2009 currency deliveries. CME Group assesses these charges on a pro rata basis among all longs and shorts settled outside of CLS regardless of whether your firm used an order-to-pay for any of its long transactions. The order to pay breakdown below is based on a per contract basis.

Order-to-Pay Charge Per Contract

PZ

Polish Zloty

$1.45

TE

EUR/TRY Cross Rate

$0.98

TY

Turkish Lira

$2.47

Z

PLN/EUR Cross Rate

$2.32

The order-to-pay charge will be assessed to each naked long and each naked short participating in currency deliveries. These charges will appear on your CME Group monthly statement.

If you have any questions, please contact the Deliveries Unit, at (312) 930-3172.

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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.